-16.0%
RKT vs CP
+80.2%
-96.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | -0.4% |
| 7D | +10.3% | +2.8% | +7.5% | +8.5% |
| 30D | +32.3% | +11.3% | +21.0% | +23.9% |
| 3M | +10.7% | +2.9% | +7.9% | +8.9% |
| 6M | -3.2% | +9.8% | -12.9% | -8.6% |
| YTD | -21.5% | +28.5% | -50.1% | -32.7% |
| 1Y | -6.0% | +33.5% | -39.5% | -21.2% |
| 3Y | +104.2% | +31.9% | +72.3% | +74.1% |
| 5Y | +2.5% | +25.5% | -23.0% | -12.3% |
| All | -16.0% | +80.2% | -96.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling